.- help for ^somersd^ (STB-55: snp15; STB-57: snp15.1; STB-58: snp15.2) .- Somers' D or Kendall's tau-a with confidence intervals ------------------------------------------------------- ^somersd^ varlist [weight] [^if^ exp] [^in^ range] [,^cl^uster^(^varname^)^ ^l^evel^(^#^)^ ^ta^ua ^td^ist ^tr^ansf^(^transformation_name^)^ ^ci^matrix^(^new_matrix^)^ ] where transformation_name is one of ^iden^ | ^z^ | ^asin^ | ^rho^ | ^zrho^ ^fweight^s, ^iweight^s and ^pweight^s are allowed; see help ^weight^s. Description ----------- ^somersd^ calculates values of Somers' D or Kendall's tau-a for the first variable of varlist as a predictor of each of the other variables in varlist, with estimates and jackknife variances and confidence intervals output as if for the parameters of a maximum likelihood fit. It is possible to use @lincom@ to output confidence limits for differences between the population Somers' D or tau-a values. Options for use with ^somersd^ ---------------------------- ^cluster(^varname^)^ specifies the variable which defines sampling clusters. If ^cluster^ is defined, then the between-cluster Somers' D or tau-a is calculated, and the variances are calculated assuming that the data are sampled independently from a population of clusters, rather than from a population of observations. ^level(^#^)^ specifies the confidence level, in percent, for confidence intervals of the estimates; see help for @level@. ^taua^ causes ^somersd^ to calculate Kendall's tau-a. If ^taua^ is absent, then Somers' D is calculated. ^tdist^ specifies that the estimates are assumed to have a t-distribution with n-1 degrees of freedom, where n is the number of clusters or the number of observations if ^cluster^ is not specified. ^transf(^transformation_name^)^ specifies that the estimates are to be transformed, defining a confidence level for the transformed population value. ^iden^ (identity or untransformed) is the default. ^z^ specifies Fisher's z (the hyperbolic arctangent), ^asin^ specifies Daniels' arcsine, ^rho^ specifies Greiner's rho (Pearson correlation estimated using Greiner's relation), and ^zrho^ specifies the z-transform of Greiner's rho. ^cimatrix(^new_matrix^)^ specifies an output matrix to be created, containing estimates and confidence limits for the untransformed Somers' D, Kendall's tau-a or Greiner's rho parameters. If ^transf()^ is specified, then the confidence limits will be asymmetric and based on symmetric confidence limits for the transformed parameters. This option (like ^level^) may be used in replay mode as well as in non-replay mode. Remarks ------- Somers' D is defined as ^D(Y|X)=tau-a(X,Y)/tau-a(X,X)^ In the case of a binary x-variable, Somers' D is the parameter tested for a zero value by the Mann-Whitney U-test. In the case of paired data, the Wilcoxon paired ranksum test tests a zero value for D(Y|X), where X is the sign of a paired difference and Y is the absolute value of the same paired difference. The covariance matrix is estimated by jackknifing the underlying U-statistics. Taylor polynomials are used to calculate variances for Somers' D, Kendall's tau-a and their transformations. Examples -------- . ^somersd foreign mpg weight^ . ^somersd foreign mpg weight,tr(z)^ . ^somersd mpg weight displ,taua tr(z) cluster(manuf)^ Author ------ Roger Newson, Guy's, King's and St Thomas' School of Medicine, London, UK. email: ^roger.newson@@kcl.ac.uk^ Also see -------- Manual: ^[R] spearman, [R] signrank^ STB: STB-55: snp15; STB-57: snp15.1; STB-58: snp15.2 On-line: help for @ktau@, @ranksum@, help for @jknife@ if installed